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Diffstat (limited to 'test/monniaux/glpk-4.65/src/simplex/spxlp.h')
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diff --git a/test/monniaux/glpk-4.65/src/simplex/spxlp.h b/test/monniaux/glpk-4.65/src/simplex/spxlp.h new file mode 100644 index 00000000..29a135fe --- /dev/null +++ b/test/monniaux/glpk-4.65/src/simplex/spxlp.h @@ -0,0 +1,234 @@ +/* spxlp.h */ + +/*********************************************************************** +* This code is part of GLPK (GNU Linear Programming Kit). +* +* Copyright (C) 2015 Andrew Makhorin, Department for Applied +* Informatics, Moscow Aviation Institute, Moscow, Russia. All rights +* reserved. E-mail: <mao@gnu.org>. +* +* GLPK is free software: you can redistribute it and/or modify it +* under the terms of the GNU General Public License as published by +* the Free Software Foundation, either version 3 of the License, or +* (at your option) any later version. +* +* GLPK is distributed in the hope that it will be useful, but WITHOUT +* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY +* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public +* License for more details. +* +* You should have received a copy of the GNU General Public License +* along with GLPK. If not, see <http://www.gnu.org/licenses/>. +***********************************************************************/ + +#ifndef SPXLP_H +#define SPXLP_H + +#include "bfd.h" + +/*********************************************************************** +* The structure SPXLP describes LP problem and its current basis. +* +* It is assumed that LP problem has the following formulation (this is +* so called "working format"): +* +* z = c'* x + c0 -> min (1) +* +* A * x = b (2) +* +* l <= x <= u (3) +* +* where: +* +* x = (x[k]) is a n-vector of variables; +* +* z is an objective function; +* +* c = (c[k]) is a n-vector of objective coefficients; +* +* c0 is a constant term of the objective function; +* +* A = (a[i,k]) is a mxn-matrix of constraint coefficients; +* +* b = (b[i]) is a m-vector of right-hand sides; +* +* l = (l[k]) is a n-vector of lower bounds of variables; +* +* u = (u[k]) is a n-vector of upper bounds of variables. +* +* If variable x[k] has no lower (upper) bound, it is formally assumed +* that l[k] = -inf (u[k] = +inf). Variable having no bounds is called +* free (unbounded) variable. If l[k] = u[k], variable x[k] is assumed +* to be fixed. +* +* It is also assumed that matrix A has full row rank: rank(A) = m, +* i.e. all its rows are linearly independent, so m <= n. +* +* The (current) basis is defined by an appropriate permutation matrix +* P of order n such that: +* +* ( xB ) +* P * x = ( ), (4) +* ( xN ) +* +* where xB = (xB[i]) is a m-vector of basic variables, xN = (xN[j]) is +* a (n-m)-vector of non-basic variables. If a non-basic variable xN[j] +* has both lower and upper bounds, there is used an additional flag to +* indicate which bound is active. +* +* From (2) and (4) it follows that: +* +* A * P'* P * x = b <=> B * xB + N * xN = b, (5) +* +* where P' is a matrix transposed to P, and +* +* A * P' = (B | N). (6) +* +* Here B is the basis matrix, which is a square non-singular matrix +* of order m composed from columns of matrix A that correspond to +* basic variables xB, and N is a mx(n-m) matrix composed from columns +* of matrix A that correspond to non-basic variables xN. */ + +typedef struct SPXLP SPXLP; + +struct SPXLP +{ /* LP problem data and its (current) basis */ + int m; + /* number of equality constraints, m > 0 */ + int n; + /* number of variables, n >= m */ + int nnz; + /* number of non-zeros in constraint matrix A */ + /*--------------------------------------------------------------*/ + /* mxn-matrix A of constraint coefficients in sparse column-wise + * format */ + int *A_ptr; /* int A_ptr[1+n+1]; */ + /* A_ptr[0] is not used; + * A_ptr[k], 1 <= k <= n, is starting position of k-th column in + * arrays A_ind and A_val; note that A_ptr[1] is always 1; + * A_ptr[n+1] indicates the position after the last element in + * arrays A_ind and A_val, i.e. A_ptr[n+1] = nnz+1, where nnz is + * the number of non-zero elements in matrix A; + * the length of k-th column (the number of non-zero elements in + * that column) can be calculated as A_ptr[k+1] - A_ptr[k] */ + int *A_ind; /* int A_ind[1+nnz]; */ + /* row indices */ + double *A_val; /* double A_val[1+nnz]; */ + /* non-zero element values (constraint coefficients) */ + /*--------------------------------------------------------------*/ + /* principal vectors of LP formulation */ + double *b; /* double b[1+m]; */ + /* b[0] is not used; + * b[i], 1 <= i <= m, is the right-hand side of i-th equality + * constraint */ + double *c; /* double c[1+n]; */ + /* c[0] is the constant term of the objective function; + * c[k], 1 <= k <= n, is the objective function coefficient at + * variable x[k] */ + double *l; /* double l[1+n]; */ + /* l[0] is not used; + * l[k], 1 <= k <= n, is the lower bound of variable x[k]; + * if x[k] has no lower bound, l[k] = -DBL_MAX */ + double *u; /* double u[1+n]; */ + /* u[0] is not used; + * u[k], 1 <= k <= n, is the upper bound of variable u[k]; + * if x[k] has no upper bound, u[k] = +DBL_MAX; + * note that l[k] = u[k] means that x[k] is fixed variable */ + /*--------------------------------------------------------------*/ + /* LP basis */ + int *head; /* int head[1+n]; */ + /* basis header, which is permutation matrix P (4): + * head[0] is not used; + * head[i] = k means that xB[i] = x[k], 1 <= i <= m; + * head[m+j] = k, means that xN[j] = x[k], 1 <= j <= n-m */ + char *flag; /* char flag[1+n-m]; */ + /* flags of non-basic variables: + * flag[0] is not used; + * flag[j], 1 <= j <= n-m, indicates that non-basic variable + * xN[j] is non-fixed and has its upper bound active */ + /*--------------------------------------------------------------*/ + /* basis matrix B of order m stored in factorized form */ + int valid; + /* factorization validity flag */ + BFD *bfd; + /* driver to factorization of the basis matrix */ +}; + +#define spx_factorize _glp_spx_factorize +int spx_factorize(SPXLP *lp); +/* compute factorization of current basis matrix */ + +#define spx_eval_beta _glp_spx_eval_beta +void spx_eval_beta(SPXLP *lp, double beta[/*1+m*/]); +/* compute values of basic variables */ + +#define spx_eval_obj _glp_spx_eval_obj +double spx_eval_obj(SPXLP *lp, const double beta[/*1+m*/]); +/* compute value of objective function */ + +#define spx_eval_pi _glp_spx_eval_pi +void spx_eval_pi(SPXLP *lp, double pi[/*1+m*/]); +/* compute simplex multipliers */ + +#define spx_eval_dj _glp_spx_eval_dj +double spx_eval_dj(SPXLP *lp, const double pi[/*1+m*/], int j); +/* compute reduced cost of j-th non-basic variable */ + +#define spx_eval_tcol _glp_spx_eval_tcol +void spx_eval_tcol(SPXLP *lp, int j, double tcol[/*1+m*/]); +/* compute j-th column of simplex table */ + +#define spx_eval_rho _glp_spx_eval_rho +void spx_eval_rho(SPXLP *lp, int i, double rho[/*1+m*/]); +/* compute i-th row of basis matrix inverse */ + +#if 1 /* 31/III-2016 */ +#define spx_eval_rho_s _glp_spx_eval_rho_s +void spx_eval_rho_s(SPXLP *lp, int i, FVS *rho); +/* sparse version of spx_eval_rho */ +#endif + +#define spx_eval_tij _glp_spx_eval_tij +double spx_eval_tij(SPXLP *lp, const double rho[/*1+m*/], int j); +/* compute element T[i,j] of simplex table */ + +#define spx_eval_trow _glp_spx_eval_trow +void spx_eval_trow(SPXLP *lp, const double rho[/*1+m*/], double + trow[/*1+n-m*/]); +/* compute i-th row of simplex table */ + +#define spx_update_beta _glp_spx_update_beta +void spx_update_beta(SPXLP *lp, double beta[/*1+m*/], int p, + int p_flag, int q, const double tcol[/*1+m*/]); +/* update values of basic variables */ + +#if 1 /* 30/III-2016 */ +#define spx_update_beta_s _glp_spx_update_beta_s +void spx_update_beta_s(SPXLP *lp, double beta[/*1+m*/], int p, + int p_flag, int q, const FVS *tcol); +/* sparse version of spx_update_beta */ +#endif + +#define spx_update_d _glp_spx_update_d +double spx_update_d(SPXLP *lp, double d[/*1+n-m*/], int p, int q, + const double trow[/*1+n-m*/], const double tcol[/*1+m*/]); +/* update reduced costs of non-basic variables */ + +#if 1 /* 30/III-2016 */ +#define spx_update_d_s _glp_spx_update_d_s +double spx_update_d_s(SPXLP *lp, double d[/*1+n-m*/], int p, int q, + const FVS *trow, const FVS *tcol); +/* sparse version of spx_update_d */ +#endif + +#define spx_change_basis _glp_spx_change_basis +void spx_change_basis(SPXLP *lp, int p, int p_flag, int q); +/* change current basis to adjacent one */ + +#define spx_update_invb _glp_spx_update_invb +int spx_update_invb(SPXLP *lp, int i, int k); +/* update factorization of basis matrix */ + +#endif + +/* eof */ |